+194.5%
CVX vs RNG
+309.1%
-114.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +0.9% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +13.4% | +11.4% | +2.0% | +12.6% |
| 3M | +11.8% | +72.1% | -60.3% | +7.3% |
| 6M | +12.4% | +67.9% | -55.5% | +7.6% |
| YTD | +41.5% | +144.3% | -102.8% | +30.8% |
| 1Y | +41.6% | +117.5% | -75.9% | +31.8% |
| 3Y | +42.2% | +123.9% | -81.6% | +29.9% |
| 5Y | +166.0% | -70.1% | +236.1% | +173.0% |
| 10Y | +207.2% | +215.9% | -8.7% | +131.9% |
| All | +194.5% | +309.1% | -114.6% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling